Fast interpolation and fourier transform in high-dimensional spaces

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Contributors

Abstract

In scientific computing, the problem of finding an analytical representation of a given function (Formual Presented) is ubiquitous. The most practically relevant representations are polynomial interpolation and Fourier series. In this article, we address both problems in high-dimensional spaces. First, we propose a quadratic-time solution of the Multivariate Polynomial Interpolation Problem (PIP), i.e., the N(m, n) coefficients of a polynomial Q, with deg(Q)≤n,, uniquely fitting f on a determined set of generic nodes P⊆ℝm are computed in O(N(m, n)2) time requiring storage in O(mN(m, n)). Then, we formulate an algorithm for determining the N(m, n) Fourier coefficients with positive frequency of the Fourier series of f up to order n in the same amount of computational time and storage. Especially in high dimensions, this provides a fast Fourier interpolation, outperforming modern Fast Fourier Transform methods. We expect that these fast and scalable solutions of the polynomial and Fourier interpolation problems in high-dimensional spaces are going to influence modern computing techniques occurring in Big Data and Data Mining, Deep Learning, Image and Signal Analysis, Cryptography, and Non-linear Optimization.

Details

Original languageEnglish
Title of host publicationIntelligent Computing
EditorsSupriya Kapoor, Rahul Bhatia, Kohei Arai
PublisherSpringer Verlag
Pages53-75
Number of pages23
ISBN (print)9783030011765
Publication statusPublished - 2018
Peer-reviewedYes

Publication series

SeriesAdvances in intelligent systems and computing : AISC ; Vol.: 809
Volume857
ISSN2194-5357

Conference

TitleComputing Conference, 2018
Duration10 - 12 July 2018
CityLondon
CountryUnited Kingdom

External IDs

ORCID /0000-0003-4414-4340/work/142252150

Keywords

Keywords

  • (Multivariate) Polynomial interpolation, Big data, Data mining, Fast Fourier transform, Gradient descent, Integration of multivariate functions, Machine & deep learning, Newton-Raphson iteration, Optimization, Signal analysis